Related papers: Hilbert space valued Gaussian processes, their ker…
We characterize those generating functions k that produce weighted Hardy spaces of the unit disk D supporting nontrivial Hermitian weighted composition operators. Our characterization shows that the spaces associated with the "classical…
In supervised learning with distributional inputs in the two-stage sampling setup, relevant to applications like learning-based medical screening or causal learning, the inputs (which are probability distributions) are not accessible in the…
This paper proposes a novel scheme for reduced-rank Gaussian process regression. The method is based on an approximate series expansion of the covariance function in terms of an eigenfunction expansion of the Laplace operator in a compact…
We consider the Koopman operator semigroup $(K^t)_{t\ge 0}$ associated with stochastic differential equations of the form $dX_t = AX_t\,dt + B\,dW_t$ with constant matrices $A$ and $B$ and Brownian motion $W_t$. We prove that the…
We introduce a novel framework for constructing scalable and flexible covariance kernels for Gaussian processes (GPs) by directly learning the covariance structure under a regression-type parameterization induced by Vecchia approximations,…
This paper establishes optimal convergence rates for estimation of structured covariance operators of Gaussian processes. We study banded operators with kernels that decay rapidly off-the-diagonal and $L^q$-sparse operators with an…
Operator learning offers a powerful paradigm for solving parametric partial differential equations (PDEs), but scaling probabilistic neural operators such as the recently proposed Gaussian Processes Operators (GPOs) to high-dimensional,…
In data rich environments we may sometimes deal with time series that are probability density-function valued, such as observations of cross-sectional income distributions over time. To apply the methods of functional time series analysis…
The use of kernel functions is a common technique to extract important features from data sets. A quantum computer can be used to estimate kernel entries as transition amplitudes of unitary circuits. Quantum kernels exist that, subject to…
We suppose that $G$ is a locally compact abelian group, $Y$ is a measure space, and $H$ is a reproducing kernel Hilbert space on $G\times Y$ such that $H$ is naturally embedded into $L^2(G\times Y)$ and it is invariant under the…
Theoretical studies have proven that the Hilbert space has remarkable performance in many fields of applications. Frames in tensor product of Hilbert spaces were introduced to generalize the inner product to high-order tensors. However,…
A rigorous derivation is provided for canonical correlations and partial canonical correlations for certain Hilbert space indexed stochastic processes. The formulation relies on a key congruence mapping between the space spanned by a second…
We study the problem of structured output learning from a regression perspective. We first provide a general formulation of the kernel dependency estimation (KDE) problem using operator-valued kernels. We show that some of the existing…
Functional analysis, especially the theory of Hilbert spaces and of operators on these, form an important area in mathematics. We formalized the Isabelle/HOL library Complex_Bounded_Operators containing a large amount of theorems about…
We introduce the concept of numerical Gaussian processes, which we define as Gaussian processes with covariance functions resulting from temporal discretization of time-dependent partial differential equations. Numerical Gaussian processes,…
We show that the correct mathematical foundation of quantum decision theory, dealing with uncertain events, requires the use of positive operator-valued measure that is a generalization of the projection-valued measure. The latter is…
This paper is a sequel to [6]. In that paper we transferred the discussions in [1] and [13] concerning almost invariant half-spaces for operators on complex Banach spaces to the context of operators on Hilbert space, and we gave easier…
Gaussian processes are widely used for accurate emulation of unknown surfaces in sequential design of expensive simulation experiments. Integrated mean squared error (IMSE) is an effective acquisition function for sequential designs based…
Proper splittings of operators are commonly used to study the convergence of iterative processes. In order to approximate solutions of operator equations, in this article we deal with proper splittings of closed range bounded linear…
We study the stability properties of nonlinear multi-task regression in reproducing Hilbert spaces with operator-valued kernels. Such kernels, a.k.a. multi-task kernels, are appropriate for learning prob- lems with nonscalar outputs like…